I think you hit the biggest ones. I imagine that even the most “affordable” robots will still be very expensive, and even the most useful and adaptable ones will still be remarkably stupid. They won’t be nearly as useful as they’ll undoubtedly be advertised.
The privacy issue you mention is interesting. As we’ve seen with online services, companies will do everything they can to gather as much personal information as possible. I wouldn’t be surprised if the robot (or perhaps the server it connects to) uses OCR to read things like book titles on your shelf, item brands (like food, clothing, and electronics) or prescription drug labels. I assume that the manufacturer will require an internet connection for the robot to even operate. Expect the loose privacy requirements in the US to continue favoring companies over the public.
Some of us are used to having microphones, and even active cameras, in our home. What makes a robot unique is that it could move itself, or be moved by someone with unauthorized access, or perhaps a law enforcement agency.